+74.2%
BND vs CHRW
+324.2%
-250.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -1.4% | +7.3% | -8.7% | -1.4% |
| 30D | +0.6% | -3.6% | +4.2% | +0.6% |
| 3M | -1.6% | -9.6% | +8.0% | -1.7% |
| 6M | -1.5% | -17.0% | +15.5% | -1.7% |
| YTD | -1.5% | -15.4% | +14.0% | -1.5% |
| 1Y | -1.1% | -10.0% | +8.9% | -1.1% |
| 3Y | +13.6% | +82.2% | -68.6% | +14.8% |
| 5Y | -1.8% | +59.4% | -61.2% | -0.8% |
| 10Y | +17.0% | +129.7% | -112.7% | +19.7% |
| All | +74.2% | +324.2% | -250.0% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling